Anic Equity¶

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Total return since start: 0.583 %¶

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Equity now: -----------------------------> 48342.82 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 44281.22 Kr¶

PnL: ---------------------------------------> -774.78 Kr¶

DD now: ---------------------------------> -8.994 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-07 12:17:08.538086'

Anic Portfolio¶

Today¶

Return: 0.061 %¶

This Week¶

Return: -1.948 %¶

Total portfolio value¶

Return including deposits: 58.262 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.600000 1618.740000 149.740000 10.190000 1468.999998
Hexatronic Group 12 6.380000 1060.800000 93.800000 9.700000 966.999996
Hoist Finance 35 0.170000 1015.000000 35.000000 3.570000 980.000000
OX2 13 0.200000 973.700000 23.700000 2.490000 949.999999
VEF 909 1.690000 1861.630000 11.630000 0.630000 1850.000436
Clas Ohlson B 12 5.600000 984.000000 11.000000 1.130000 972.999996
BioGaia B 8 3.160000 940.000000 10.000000 1.080000 930.000000
Gränges 9 2.360000 937.800000 9.800000 1.060000 927.999999
INVISIO 16 1.090000 3696.000000 7.000000 0.190000 3689.000000
Atrium Ljungberg B 5 -2.640000 939.500000 4.500000 0.480000 935.000000
HEXPOL B 9 1.520000 1024.200000 3.200000 0.310000 1020.999996
Sagax A 4 0.470000 856.000000 2.000000 0.230000 854.000000
Sagax B 4 0.050000 856.000000 2.000000 0.230000 854.000000
JM 6 -0.960000 864.000000 0.000000 0.000000 864.000000
Catena 2 -1.400000 786.000000 -6.000000 -0.760000 792.000000
Bilia A 8 1.280000 889.600000 -10.400000 -1.160000 900.000000
AcadeMedia 8 -2.920000 388.320000 -13.680000 -3.400000 402.000000
Byggmax Group 33 1.940000 938.520000 -17.480000 -1.830000 956.000001
Addnode Group B 11 2.130000 897.600000 -23.400000 -2.540000 921.000003
Biotage 7 -1.360000 917.000000 -24.000000 -2.550000 940.999997
SKF B 5 1.580000 914.500000 -25.500000 -2.710000 940.000000
Creaspac SPAC 39 0.110000 3689.400000 -28.600000 -0.770000 3717.999987
ASSA ABLOY B 3 -0.440000 749.700000 -29.300000 -3.760000 779.000001
EQT 4 0.630000 798.200000 -33.800000 -4.060000 832.000000
Alimak Group 11 1.000000 892.100000 -35.900000 -3.870000 927.999996
Nordic Waterproofing Holding 7 -0.750000 926.800000 -40.200000 -4.160000 966.999999
Latour B 4 1.140000 815.200000 -41.800000 -4.880000 857.000000
Vitec Software Group B 2 1.670000 1034.000000 -53.000000 -4.880000 1087.000000
Bufab 3 1.740000 1053.000000 -56.000000 -5.050000 1109.000001
Platzer Fastigheter Holding B 12 -0.400000 904.800000 -56.200000 -5.850000 960.999996
Indutrade 5 0.480000 1158.500000 -59.500000 -4.890000 1218.000000
Orrön Energy 180 0.460000 1961.100000 -81.900000 -4.010000 2043.000000
Sedana Medical 93 0.470000 2406.840000 -114.160000 -4.530000 2521.000011
BHG Group 97 -0.830000 1281.370000 -177.630000 -12.170000 1458.999989
Hexagon B 26 0.040000 3251.300000 -209.700000 -6.060000 3461.000010
TOTAL 44281.220000 -774.780000 -8.99378% 45056.000411

Updated:¶

'2023-07-07 12:17:26.775691'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶